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The Nikon D40 uses one SD Card, size can be from 2GB up to 32GB and that is the Maximum size for the Nikon D40.
Nikon D40 is not the fastest camera out there so I can use cheaper SD cards, I recommend 32GB SD Card the Nikon D40 can take 4,100 RAW photos or 14,900 JPEG fine photos – 28,100 JPEG normal and 47,800 JPEG basic on one 32GB SD card.